PayoffPutCashUnderlying Class Reference

Put option with cash delivery based on underlying price. More...

#include <putcashunderlying.h>

Inheritance diagram for PayoffPutCashUnderlying:

List of all members.

Public Member Functions
PayoffPutCashUnderlying *	clone () const
Portfolio	operator() (const Spot &spot) const
	PayoffPutCashUnderlying (const coefficient strike)
coefficient	strike () const

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Detailed Description

Put option with cash delivery based on underlying price.

Pays strike() minus underlying price of share in cash (and no shares).

Author:

Alet Roux <alet.roux@york.ac.uk>

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Constructor & Destructor Documentation

PayoffPutCashUnderlying::PayoffPutCashUnderlying

(

const coefficient

strike

)

[inline]

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Member Function Documentation

PayoffPutCashUnderlying* PayoffPutCashUnderlying::clone

(

)

const [inline, virtual]

Clone constructor.

Implements Payoff.

Portfolio PayoffPutCashUnderlying::operator()

(

const Spot &

spot

)

const [inline, virtual]

Gives payoff of option under given spot price.

Implements Payoff.

coefficient PayoffSingleStrike::strike

(

)

const [inline, inherited]

Strike.

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The documentation for this class was generated from the following file:

• payoff/putcashunderlying.h